+87.1%
DBE vs SPY
+667.9%
-580.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -0.4% | +3.3% | -3.7% | -2.0% |
| 30D | -7.6% | -2.7% | -4.9% | -6.7% |
| 3M | +14.3% | -1.7% | +16.0% | +14.7% |
| 6M | +8.5% | +3.1% | +5.4% | +5.8% |
| YTD | +106.4% | +11.9% | +94.5% | +91.6% |
| 1Y | +95.8% | +12.0% | +83.8% | +81.6% |
| 3Y | +92.3% | +78.2% | +14.1% | +37.2% |
| 5Y | +133.3% | +73.2% | +60.1% | +66.2% |
| 10Y | +275.7% | +309.6% | -33.9% | +62.0% |
| All | +87.1% | +667.9% | -580.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling